+55.2%
HYG vs CRL
+256.1%
-200.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.2% |
| 7D | -0.7% | -3.5% | +2.8% | -0.4% |
| 30D | -0.7% | -2.1% | +1.4% | -0.5% |
| 3M | -0.2% | +48.0% | -48.2% | -4.4% |
| 6M | +1.4% | +64.7% | -63.3% | -4.3% |
| YTD | +1.5% | +39.5% | -38.0% | -2.7% |
| 1Y | +2.9% | +74.2% | -71.3% | -4.0% |
| 3Y | +25.6% | +39.4% | -13.7% | +17.4% |
| 5Y | +18.6% | -36.9% | +55.5% | +21.4% |
| All | +55.2% | +256.1% | -200.9% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling